PROBABILITY

Math 212: Engineering Data Analysis

EE-2A

THEORY OF PROBABILITY

 Probability is one of the fundamental tools of Statistics.

 It has a formal beginning with games of chance in the 17th century.
 Games of chance include such actions as spinning a roulette wheel, throwing dice, tossing a coin,
drawing a card, etc in which the outcome of a trial is uncertain.
 However, though the outcome of any particular trial may be uncertain, there is a predictable long-term
outcome.
 It is this long-term, predictable regularity that enables gaming houses to engage in the business.
 Example, a life insurance company cannot predict which person will die at age 50, but it can predict
quite satisfactorily how many people will die at that age. In science of genetics it is uncertain

CLASSICAL or A PRIORI PROBABILITY

 Definition: If a random experiment can result in n mutually exclusive and equally likely outcomes and if
𝑛
𝑛𝐴 of these outcomes have an attribute A, then the probability of A is the fraction 𝐴 .
𝑛
 Mutually exclusive means that outcomes cannot happen at the same time.
 Equally likely means that an outcome will appear with about equal relative frequency in the long run.
 Random experiment is a process for which the outcome cannot be predicted with certainty.

 Example: Tossing a die.

1. What is the probability that the result of a toss is a “4”?
2. What is the probability that the result of a toss be an even number?
3. What is the probability that the result of a toss will be greater than 2?
 Example: A card is drawn at random from an ordinary deck of playing cards.
1. What is the probability of drawing a spade?
2. What is the probability of drawing a numvber between 5 and 10, inclusive?
3. What is the probability of drawing a number between 5 and 10, exclusive?

 Example: Coin tossing.

1. What is the probability of getting a head if a coin is tossed?
2. What is the probability of getting two heads if a coin is tossed twice?
3. What is the probability of getting one head and two tails if three coins are tossed?

 By the classical definition the probability of event A is a number between 0 and 1 inclusive.
𝑛𝐴
 The ratio must be less than or equal to 1.
𝑛
 If an event is certain to happen, its probability is 1; if it is certain not to happen, its probability is 0.
 Example, the probability of obtaining an 8 in tossing a die is zero. While the probability that the number
showing when a die is tossed is less than 10 is equal to 1.
SET THEORY

 Set is defined as any collection of objects.

 Point or Element is defined as each object in the collection.
 Space, universe, or universal set is the totality of all these points. (When we speak of probability it is
usually called as sample space and is denoted by Ω. Let ω denote an element or point in Ω)
 We usually use capital letters (Greek/Latin) from the beginning of the alphabet, with or without
subscripts, to denote sets.
 If ω is a point or element belonging to the set A, we shall write ω 𝛜 A, if ω is not an element of A, we shall
write 𝜔 ∉ 𝐴.

 Two basic properties of set:

1. The change in order of writing the elements does not make any changes in the set.
Ex: Set A= {4, 6, 7, 8, 9} is same as set A= {8, 4, 9, 7, 6}
2. If one or many elements of a set are repeated, the set remains the same.
Ex: The set A= {5, 6, 7, 6, 8, 5, 9} is same as set A= {5, 6, 7, 8, 9}
Ex: If U= {letters of the word COMMITTEE}; then U={C, O, M, T, E}
 Representation of a set:
1. Statement from method
2. Roster or tabular form method
3. Rule or set builder form method
 Statement form: Well-defined description of the elements of the set is given and the same are enclosed
in curly brackets.
Ex: A= {odd numbers less than 7}
Ex: Ω=𝑅2 , where 𝑅2 is the collection of points ω in the plane and ω=(x, y) is any pair of real numbers x
and y.
 Roster form: Elements of the set are listed within the pair of brackets and are separated by commas.
Ex: A= {1, 2, 3, 4, 5}
Ex: B= {September, October, November, December}
 Set Builder form: In this, a rule, pr the formula or the statement is written within the pair of brackets so
that the set is well defined. The elements of the set is described by using a symbol 𝐴 = {𝑥|𝑥} or {𝑥: 𝑥}
Ex: 𝛺 = {𝑥 | 𝑥 ∈ 𝑃, 6 < 𝑥 < 14 𝑎𝑛𝑑 𝑃 𝑖𝑠 𝑎𝑛 𝑒𝑣𝑒𝑛 𝑛𝑢𝑚𝑏𝑒𝑟}
Ex: A= { x | x is a counting number and greater than 12}

 Types of Sets
1. Empty set: If a set contains no points, it will be called null set, or empty set and denoted by 𝜙 or { }.
Ex: The set of whole numbers less than zero.
Ex: A= { x : x is a composite number less than 4}

2. Singleton Set: A set which contains only one element.

Ex: 𝐴 = {𝑥|𝑥 ∈ 𝑁 𝑎𝑛𝑑 𝑥 2 = 4}

3. Disjoint Set: Two sets A and B are said to be disjoint if they do not have any element in common.
Ex: A= {x : x is a positive integer} and B= { x : x is a negative integer}

4. Finite Set: A set which contains a definite number of elements.

Ex: 𝐴 = { 𝑥: 𝑥 ∈ 𝑁, 𝑎𝑛𝑑 𝑥 < 7}

5. Infinite Set: The set whose elements cannot be listed:

Ex: 𝐴 = { 𝑥: 𝑥 ∈ 𝑁, 𝑎𝑛𝑑 𝑥 > 1}

 Cardinal Number of a Set: The number of distinct elements in a given set denoted by n(A).
Ex: 𝐴 = { 𝑥: 𝑥 ∈ 𝑁, 𝑎𝑛𝑑 𝑥 < 5} Find n(A).
Ex: B= set of letters in the word ALGEBRA, Find n(B).
 Subset: If every element of a set A is also an element of a set B, then A is defined to be a subset of B,
and we shall write 𝐴 ⊂ 𝐵 read as “A is a subset of B” or “A is contained in B”. It can also be written as
𝐵 ⊃ 𝐴 read as “B contains A.”
Ex: A= {2, 4, 6} , B= {6, 4, 8, 2} ; therefore 𝐴 ⊂ 𝐵
Ex: 𝐴 = {𝑥 ∈ ℕ}, 𝐵 = {𝑥 𝜖 ℝ}
Note:
1. Every set is a subset of itself.
2. Null set is a subset of every set.

 Equivalent set: Two sets A and B are defined to be equivalent if they have the same amount of
elements or if the cardinality is the same. Usually denoted by ↔
Ex: A ={ 1, 2, 3} and B= {p, q, r}
Ex: A= { M, E, M, B, E, R} and B= { 𝑥: 𝑥 ∈ 𝑁, 𝑎𝑛𝑑 𝑥 < 5}

 Equal set: Two set A and B are defined to be equal if they have exact same element regardless of
order.
Ex: A= { 5, 3, 7} and B= {3, 5, 7}
Ex: A= {7, 7, 2, 1, 2} and B= { 1, 2, 7}

OPERATIONS ON SETS
 Complement: The complement of a set A with respect to the space Ω, denoted by 𝐴̅, 𝐴𝑐 , Ω − 𝐴, is the
set of all points that are in Ω but not in A.
Ex: U= {1, 2, 3, 4, 5, 6, 7, 8, 9, 10} , 𝐴 = {6, 10, 4}, 𝐵 = {1, 3, 5, 7}
Find : A’ and B’

Some properties of complement sets:

1. Complement Law: 𝐴 ∪ 𝐴′ = 𝐴′ ∪ 𝐴
2. Complement Law: (𝐴 ∩ 𝐵′ ) = 𝜙
3. De Morgan’s Law: (𝐴 ∪ 𝐵) = 𝐴′ ∩ 𝐵′
4. De Morgan’s Law: (𝐴 ∩ 𝐵)′ = 𝐴′ ∪ 𝐵′
5. Law of Complementation: (𝐴′ )′ = 𝐴
6. Law of Empty set: 𝜙 ′ = 𝑈
7. Law of Universal Set:𝑈 ′ = 𝜙

 Union: Let A and B be any two subsets of Ω; then the set that consists of all points that are in A or B or
both is defined to be the union of A and B written as 𝐴 ∪ 𝐵.
Ex: 𝐴 = {2, 3, 4, 5, 6, 7}, 𝐵 = {0, 3, 6, 9, 12}, 𝐶 = {2, 4, 6, 8}
Find: ∪ 𝐵 , 𝐴 ∪ 𝐶, 𝐵 ∪ 𝐶

Note:
1. A and B are subsets of 𝐴 ∪ 𝐵
2. 𝐴 ∪ 𝜙 = 𝜙 ∪ 𝐴 = 𝐴, that is union of any set with the empty set is always the set itself.

Some properties of the operation union:

1. Commutative Law: 𝐴 ∪ 𝐵 = 𝐵 ∪ 𝐴
2. Associative Law: 𝐴 ∪ (𝐵 ∪ 𝐶) = (𝐴 ∪ 𝐵) ∪ 𝐶
3. Law of identity element: 𝐴 ∪ 𝜙 = 𝐴
4. Idempotent law: 𝐴 ∪ 𝐴 = 𝐴
5. Law of Universal set: U ∪ 𝐴 =U

 Intersection: Let A and B be any two subsets of Ω; then the set that consists of all points that are in A
and B is defined to be the intersection of A and B written as 𝐴 ∩ 𝐵 𝑜𝑟 𝐴𝐵.
Ex: 𝐴 = {4, 6, 8, 10, 12}, 𝐵 = {3, 6, 9, 12, 15}, 𝐶 = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
 Find: ∩ 𝐵 , 𝐵 ∩ 𝐶, 𝐴 ∩ 𝐶

Note:
1. 𝐴 ∩ 𝐵 is a subset of A and B.
2. 𝐴 ∩ 𝜙 = 𝜙 ∩ 𝐴 = 𝜙, that is the intersection of any set with the empty set is always the null set.

Some properties of the operation intersection:

1. Commutative Law: 𝐴 ∩ 𝐵 = 𝐵 ∩ 𝐴
2. Associative Law: 𝐴 ∩ (𝐵 ∩ 𝐶) = (𝐴 ∩ 𝐵) ∩ 𝐶
3. Law of 𝜙: 𝐴 ∩ 𝜙 = 𝜙
4. Idempotent law: 𝐴 ∩ 𝐴 = 𝐴
5. Law of Universal set: U ∩ 𝐴 = 𝐴
6. Distributive Law over ∪: 𝐴 ∩ (𝐵 ∪ 𝐶) = (𝐴 ∩ 𝐵) ∪ (𝐴 ∩ 𝐶)
7. Distributive Law over ∩: 𝐴 ∪ (𝐵 ∩ 𝐶) = (𝐴 ∪ 𝐵) ∩ (𝐴 ∪ 𝐶)

 Set Difference: Let A and B be any two subsets of Ω; then the set that consists of all points in A that are
not in B will be denoted by 𝐴 − 𝐵 and is defined as set difference.

Examples: If 𝐴 = {𝑎 , 𝑏, 𝑐, 𝑑, 𝑒, 𝑓} 𝑎𝑛𝑑 𝐵 = {𝑏, 𝑑, 𝑓, 𝑔}

1. Find 𝐴 − 𝐵
2. Find 𝐵 − 𝐴

 Cartesian Product: Let A and B be any two subsets of Ω, then the set of all ordered pair from A and B is
defined as the Cartesian product of A and B. It can be written generally as 𝐴 × 𝐵 = {(𝑥, 𝑦)|𝑥 ∈ 𝐴, 𝑦 ∈ 𝐵}
Example: If 𝐴 = {7 , 8} 𝑎𝑛𝑑 𝐵 = {2 , 4 , 6},
1. Find 𝐴 × 𝐵
2. Find 𝐵 × 𝐴
3. Find 𝐴 × 𝐴